Measure transportation and statistical decision theory

M Hallin - Annual Review of Statistics and Its Application, 2022 - annualreviews.org
Unlike the real line, the real space, in dimension d≥ 2, is not canonically ordered. As a
consequence, extending to a multivariate context fundamental univariate statistical tools …

Distribution and quantile functions, ranks and signs in dimension d: A measure transportation approach

M Hallin, E Del Barrio, J Cuesta-Albertos, C Matrán - 2021 - projecteuclid.org
Distribution and quantile functions, ranks and signs in dimension d: A measure
transportation approach Page 1 The Annals of Statistics 2021, Vol. 49, No. 2, 1139–1165 …

[КНИГА][B] Modern directional statistics

C Ley, T Verdebout - 2017 - taylorfrancis.com
Modern Directional Statistics collects important advances in methodology and theory for
directional statistics over the last two decades. It provides a detailed overview and analysis …

Monge–Kantorovich depth, quantiles, ranks and signs

V Chernozhukov, A Galichon, M Hallin, M Henry - 2017 - projecteuclid.org
Monge-Kantorovich depth, quantiles, ranks and signs Page 1 The Annals of Statistics 2017,
Vol. 45, No. 1, 223–256 DOI: 10.1214/16-AOS1450 © Institute of Mathematical Statistics …

On directional regression for dimension reduction

B Li, S Wang - Journal of the American Statistical Association, 2007 - Taylor & Francis
We introduce directional regression (DR) as a method for dimension reduction. Like contour
regression, DR is derived from empirical directions, but achieves higher accuracy and …

Distribution-free consistent independence tests via center-outward ranks and signs

H Shi, M Drton, F Han - Journal of the American Statistical …, 2022 - Taylor & Francis
This article investigates the problem of testing independence of two random vectors of
general dimensions. For this, we give for the first time a distribution-free consistent test. Our …

[КНИГА][B] Robust statistical methods with R

J Jureckova, J Picek - 2005 - taylorfrancis.com
Robust statistical methods were developed to supplement the classical procedures when
the data violate classical assumptions. They are ideally suited to applied research across a …

Multivariate nonparametric tests

H Oja, RH Randles - 2004 - projecteuclid.org
Multivariate nonparametric statistical tests of hypotheses are described for the one-sample
location problem, the several-sample location problem and the problem of testing …

Efficient fully distribution-free center-outward rank tests for multiple-output regression and MANOVA

M Hallin, D Hlubinka, Š Hudecová - Journal of the American …, 2023 - Taylor & Francis
Extending rank-based inference to a multivariate setting such as multiple-output regression
or MANOVA with unspecified d-dimensional error density has remained an open problem for …

Semiparametrically efficient rank-based inference for shape. I. Optimal rank-based tests for sphericity

M Hallin, D Paindaveine - 2006 - projecteuclid.org
We propose a class of rank-based procedures for testing that the shape matrix V of an
elliptical distribution (with unspecified center of symmetry, scale and radial density) has …